The idea of time-uniform confidence sequences is indeed not new, and traces back to [1]}, [2]}, and [3]}.
blackRather ignored for past decades,
the idea has been revived recently in the statistics community by a series of papers [4]}, [5]}, [6]} and in the computer science community [7]}, [8]}, to name a few, even beyond the boundedness assumptions on the stochastic processes we consider in this paper.
